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CNSDX vs. NCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNSDX vs. NCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Convertible Securities Fund (CNSDX) and Virtus Convertible and Income Fund II (NCZ). The values are adjusted to include any dividend payments, if applicable.

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CNSDX vs. NCZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNSDX
Invesco Convertible Securities Fund
2.40%16.24%9.95%8.18%-15.51%4.69%44.68%21.25%-1.60%10.68%
NCZ
Virtus Convertible and Income Fund II
1.88%23.23%18.40%17.75%-35.93%9.24%11.04%27.19%-18.66%24.89%

Returns By Period

In the year-to-date period, CNSDX achieves a 2.40% return, which is significantly higher than NCZ's 1.88% return. Over the past 10 years, CNSDX has outperformed NCZ with an annualized return of 9.97%, while NCZ has yielded a comparatively lower 8.45% annualized return.


CNSDX

1D
2.89%
1M
-3.94%
YTD
2.40%
6M
1.85%
1Y
22.33%
3Y*
11.66%
5Y*
4.27%
10Y*
9.97%

NCZ

1D
2.09%
1M
-5.94%
YTD
1.88%
6M
4.50%
1Y
29.88%
3Y*
17.48%
5Y*
4.02%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNSDX vs. NCZ - Expense Ratio Comparison

CNSDX has a 0.68% expense ratio, which is higher than NCZ's 0.03% expense ratio.


Return for Risk

CNSDX vs. NCZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNSDX
CNSDX Risk / Return Rank: 7575
Overall Rank
CNSDX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CNSDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNSDX Omega Ratio Rank: 6262
Omega Ratio Rank
CNSDX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNSDX Martin Ratio Rank: 8080
Martin Ratio Rank

NCZ
NCZ Risk / Return Rank: 8282
Overall Rank
NCZ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NCZ Sortino Ratio Rank: 7878
Sortino Ratio Rank
NCZ Omega Ratio Rank: 7474
Omega Ratio Rank
NCZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
NCZ Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNSDX vs. NCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Convertible Securities Fund (CNSDX) and Virtus Convertible and Income Fund II (NCZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CNSDXNCZDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.59

-0.16

Sortino ratio

Return per unit of downside risk

1.96

2.16

-0.20

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratio

Return relative to maximum drawdown

2.59

2.68

-0.10

Martin ratio

Return relative to average drawdown

8.79

10.91

-2.12

CNSDX vs. NCZ - Sharpe Ratio Comparison

The current CNSDX Sharpe Ratio is 1.42, which is comparable to the NCZ Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CNSDX and NCZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNSDXNCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.59

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.19

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.35

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.20

+0.47

Correlation

The correlation between CNSDX and NCZ is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CNSDX vs. NCZ - Dividend Comparison

CNSDX's dividend yield for the trailing twelve months is around 11.50%, more than NCZ's 10.52% yield.


TTM20252024202320222021202020192018201720162015
CNSDX
Invesco Convertible Securities Fund
11.50%11.77%3.46%1.46%3.97%28.36%10.96%5.21%12.65%4.57%3.74%2.74%
NCZ
Virtus Convertible and Income Fund II
10.52%10.45%11.50%12.84%15.62%8.82%9.28%11.28%15.33%13.80%12.08%18.02%

Drawdowns

CNSDX vs. NCZ - Drawdown Comparison

The maximum CNSDX drawdown since its inception was -39.33%, smaller than the maximum NCZ drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for CNSDX and NCZ.


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Drawdown Indicators


CNSDXNCZDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-79.48%

+40.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-11.94%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-43.93%

+21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.19%

-56.08%

+31.89%

Current Drawdown

Current decline from peak

-5.44%

-7.26%

+1.82%

Average Drawdown

Average peak-to-trough decline

-6.94%

-14.45%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.94%

-0.56%

Volatility

CNSDX vs. NCZ - Volatility Comparison

The current volatility for Invesco Convertible Securities Fund (CNSDX) is 6.96%, while Virtus Convertible and Income Fund II (NCZ) has a volatility of 8.08%. This indicates that CNSDX experiences smaller price fluctuations and is considered to be less risky than NCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNSDXNCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

8.08%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

12.80%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

18.95%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.03%

21.19%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

24.20%

-11.57%